Strategy Tester Report
Phoenix_EA_v4_2_01

SymbolUSDJPY (US Dollar vs Japanise Yen (spot))
Period15 Minutes (M15) 2006.03.01 00:00 - 2006.10.06 22:45 (2006.03.01 - 2006.10.09)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLots=1; MaximumRisk=0.05; DecreaseFactor=3; PrefSettings=true; MM=true; AccountIsMicro=false; TakeProfit=0; StopLoss=0; TrailingStop=0; UseSignal1=true; UseSignal2=true; UseSignal3=true; UseSignal4=true; UseSignal5=true; SMAPeriod=0; SMA2Bars=0; Percent=0; EnvelopePeriod=0; OSMAFast=0; OSMASlow=0; OSMASignal=0; xfactor=0; TradeFrom1=0; TradeUntil1=24; TradeFrom2=0; TradeUntil2=0; TradeFrom3=0; TradeUntil3=0; TradeFrom4=0; TradeUntil4=0; Fast_Period=0; Fast_Price=1; Slow_Period=0; Slow_Price=1; DVBuySell=0; DVStayOut=0;
Bars in test57216Ticks modelled925910Modelling quality90.00%
Initial deposit10000.00
Total net profit14907.69Gross profit30665.85Gross loss-15758.16
Profit factor1.95Expected payoff104.98
Absolute drawdown1325.99Maximal drawdown2679.65 (10.01%)Relative drawdown13.26% (1325.99)
Total trades142Short positions (won %)81 (75.31%)Long positions (won %)61 (85.25%)
Profit trades (% of total)113 (79.58%)Loss trades (% of total)29 (20.42%)
Largestprofit trade469.19loss trade-933.97
Averageprofit trade271.38loss trade-543.38
Maximumconsecutive wins (profit in money)17 (6247.71)consecutive losses (loss in money)2 (-1856.85)
Maximalconsecutive profit (count of wins)6247.71 (17)consecutive loss (count of losses)-1856.85 (2)
Averageconsecutive wins5consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.03.01 03:45sell10.50115.84116.68115.42
22006.03.03 16:05s/l10.50116.68116.68115.42-359.969640.04
32006.03.03 16:05buy20.50116.68115.84117.10
42006.03.06 05:46t/p20.50117.10115.84117.10179.329819.36
52006.03.07 00:00sell30.50117.60118.44117.18
62006.03.09 11:23t/p30.50117.18118.44117.18179.219998.57
72006.03.09 16:00sell40.50117.58118.42117.16
82006.03.09 19:03s/l40.50118.42118.42117.16-354.679643.90
92006.03.10 01:15buy50.50118.13117.29118.55
102006.03.10 02:03t/p50.50118.55117.29118.55177.119821.01
112006.03.10 02:15sell60.50118.39119.23117.97
122006.03.10 08:36t/p60.50117.97119.23117.97178.019999.02
132006.03.10 13:45sell70.50118.29119.13117.87
142006.03.10 15:38s/l70.50119.13119.13117.87-352.569646.46
152006.03.13 00:15buy80.50118.94118.10119.36
162006.03.14 14:30s/l80.50118.10118.10119.36-355.639290.83
172006.03.14 22:45sell90.20117.61118.45117.19
182006.03.15 15:24t/p90.20117.19118.45117.1971.689362.51
192006.03.15 15:24buy100.50117.19116.35117.61
202006.03.16 01:32t/p100.50117.61116.35117.61178.549541.05
212006.03.16 05:45sell110.50117.68118.52117.26
222006.03.16 14:41t/p110.50117.26118.52117.26179.159720.20
232006.03.16 14:45buy120.50117.27116.43117.69
242006.03.17 10:13s/l120.50116.43116.43117.69-360.769359.44
252006.03.17 10:13buy130.50116.43115.59116.85
262006.03.20 14:54s/l130.50115.59115.59116.85-363.358996.09
272006.03.20 15:00buy140.10115.63114.79116.05
282006.03.20 15:49t/p140.10116.05114.79116.0536.199032.28
292006.03.21 00:30sell150.50116.37117.21115.95
302006.03.21 17:58s/l150.50117.21117.21115.95-358.278674.01
312006.03.21 17:58sell160.40117.22118.06116.80
322006.03.22 14:35t/p160.40116.80118.06116.80143.868817.87
332006.03.22 14:35buy170.40116.78115.94117.20
342006.03.23 07:15t/p170.40117.20115.94117.20143.338961.20
352006.03.23 11:15buy180.40116.99116.15117.41
362006.03.23 16:28t/p180.40117.41116.15117.41143.099104.29
372006.03.23 16:28sell190.50117.41118.25116.99
382006.03.24 10:19s/l190.50118.25118.25116.99-355.158749.14
392006.03.24 15:15sell200.40118.41119.25117.99
402006.03.24 16:01t/p200.40117.99119.25117.99142.488891.62
412006.03.27 01:45sell210.40117.59118.43117.17
422006.03.27 02:49t/p210.40117.17118.43117.17143.409035.02
432006.03.27 03:45buy220.50116.85116.01117.27
442006.03.28 17:45t/p220.50117.27116.01117.27179.079214.09
452006.03.28 17:45sell230.50117.27118.11116.85
462006.03.29 16:02s/l230.50118.11118.11116.85-355.608858.49
472006.03.29 16:02sell240.40118.10118.94117.68
482006.03.29 18:34t/p240.40117.68118.94117.68142.769001.25
492006.03.30 02:15sell250.50117.89118.73117.47
502006.03.30 07:23t/p250.50117.47118.73117.47178.789180.03
512006.03.30 11:15buy260.50117.52116.68117.94
522006.03.31 15:28t/p260.50117.94116.68117.94178.049358.07
532006.04.03 01:00sell270.50117.66118.50117.24
542006.04.03 06:42s/l270.50118.50118.50117.24-354.349003.73
552006.04.04 02:00sell280.50117.73118.57117.31
562006.04.04 15:44t/p280.50117.31118.57117.31179.019182.74
572006.04.04 20:45sell290.50117.43118.27117.01
582006.04.05 04:19t/p290.50117.01118.27117.01179.479362.21
592006.04.05 11:15sell300.50117.32118.16116.90
602006.04.07 17:14s/l300.50118.16118.16116.90-355.429006.79
612006.04.07 17:14sell310.50118.16119.00117.74
622006.04.17 14:21t/p310.50117.74119.00117.74178.369185.15
632006.04.17 14:30buy320.50117.70116.86118.12
642006.04.18 09:44t/p320.50118.12116.86118.12177.799362.94
652006.04.18 20:30buy330.50117.33116.49117.75
662006.04.19 15:22t/p330.50117.75116.49117.75178.329541.26
672006.04.19 15:22sell340.50117.76118.60117.34
682006.04.19 18:22t/p340.50117.34118.60117.34178.979720.23
692006.04.20 12:00sell350.50117.57118.41117.15
702006.04.21 11:21t/p350.50117.15118.41117.15179.269899.49
712006.04.21 20:30buy360.50116.87116.03117.29
722006.04.24 00:00s/l360.50116.03116.03117.29-363.049536.45
732006.04.24 06:30buy370.50115.77114.93116.19
742006.04.24 09:37s/l370.50114.93114.93116.19-365.479170.98
752006.04.24 18:30buy380.20114.61113.77115.03
762006.04.26 01:30t/p380.20115.03113.77115.0373.019243.99
772006.04.26 02:00sell390.50114.88115.72114.46
782006.04.27 12:02t/p390.50114.46115.72114.46183.509427.49
792006.04.27 12:02buy400.50114.44113.60114.86
802006.04.27 13:51t/p400.50114.86113.60114.86182.829610.31
812006.04.27 16:00sell410.50114.99115.83114.57
822006.04.27 16:01t/p410.50114.57115.83114.57183.299793.60
832006.04.27 16:01sell420.50114.56115.40114.14
842006.04.27 16:28t/p420.50114.14115.40114.14183.989977.58
852006.04.28 09:00buy430.50114.22113.38114.64
862006.05.01 04:13s/l430.50113.38113.38114.64-370.449607.14
872006.05.01 11:45sell440.50113.24114.08112.82
882006.05.01 14:42t/p440.50112.82114.08112.82186.159793.29
892006.05.01 15:00buy450.50112.66111.82113.08
902006.05.01 17:35t/p450.50113.08111.82113.08185.699978.98
912006.05.02 05:45sell460.50113.63114.47113.21
922006.05.02 14:22t/p460.50113.21114.47113.21185.5010164.48
932006.05.02 16:30buy470.50113.43112.59113.85
942006.05.04 01:40t/p470.50113.85112.59113.85184.4510348.93
952006.05.04 03:00sell480.50113.72114.56113.30
962006.05.04 17:35t/p480.50113.30114.56113.30185.3510534.28
972006.05.04 22:00sell490.50113.59114.43113.17
982006.05.05 15:07t/p490.50113.17114.43113.17185.5710719.85
992006.05.08 00:00sell500.50112.57113.41112.15
1002006.05.08 00:00t/p500.50112.15113.41112.15187.6110907.46
1012006.05.08 00:00sell510.50111.92112.76111.50
1022006.05.08 09:04t/p510.50111.50112.76111.50188.4111095.87
1032006.05.08 16:00sell520.60111.50112.34111.08
1042006.05.09 16:18t/p520.60111.08112.34111.08226.8911322.76
1052006.05.09 21:45sell530.60111.15111.99110.73
1062006.05.10 08:50t/p530.60110.73111.99110.73227.5811550.34
1072006.05.10 20:00buy540.60110.43109.59110.85
1082006.05.11 00:51t/p540.60110.85109.59110.85227.3311777.67
1092006.05.11 01:00sell550.60110.88111.72110.46
1102006.05.11 17:33t/p550.60110.46111.72110.46228.1612005.83
1112006.05.11 22:45sell560.60110.66111.50110.24
1122006.05.12 01:35t/p560.60110.24111.50110.24228.5912234.42
1132006.05.12 08:30buy570.60110.00109.16110.42
1142006.05.12 16:31t/p570.60110.42109.16110.42228.1712462.59
1152006.05.15 06:15sell580.60109.66110.50109.24
1162006.05.15 10:24s/l580.60110.50110.50109.24-456.0212006.57
1172006.05.15 10:24sell590.60110.51111.35110.09
1182006.05.15 11:36t/p590.60110.09111.35110.09228.9012235.47
1192006.05.15 17:00sell600.60110.28111.12109.86
1202006.05.15 23:00t/p600.60109.86111.12109.86229.5312465.00
1212006.05.15 23:15sell610.60110.53111.37110.11
1222006.05.16 05:21t/p610.60110.11111.37110.11228.8612693.86
1232006.05.16 11:00sell620.60110.45111.29110.03
1242006.05.16 14:33t/p620.60110.03111.29110.03229.0312922.89
1252006.05.16 20:30buy630.60109.77108.93110.19
1262006.05.17 17:29t/p630.60110.19108.93110.19228.6113151.50
1272006.05.18 03:30buy640.70110.73109.89111.15
1282006.05.18 13:23t/p640.70111.15109.89111.15264.4813415.98
1292006.05.18 13:30sell650.70111.11111.95110.69
1302006.05.18 15:31t/p650.70110.69111.95110.69265.6113681.59
1312006.05.19 00:30sell660.70110.86111.70110.44
1322006.05.19 01:53t/p660.70110.44111.70110.44266.2113947.80
1332006.05.22 02:45sell670.70111.94112.78111.52
1342006.05.22 08:44s/l670.70112.78112.78111.52-521.3313426.47
1352006.05.23 01:45sell680.70111.67112.51111.25
1362006.05.23 06:46t/p680.70111.25112.51111.25264.2913690.76
1372006.05.23 07:00buy690.70111.09110.25111.51
1382006.05.23 09:47t/p690.70111.51110.25111.51263.6513954.41
1392006.05.23 15:30sell700.70111.44112.28111.02
1402006.05.24 00:03s/l700.70112.28112.28111.02-523.6513430.76
1412006.05.24 11:00buy710.70111.84111.00112.26
1422006.05.24 15:14t/p710.70112.26111.00112.26261.8713692.63
1432006.05.24 16:15sell720.70112.55113.39112.13
1442006.05.25 14:00t/p720.70112.13113.39112.13262.2013954.83
1452006.05.26 01:45buy730.70111.74110.90112.16
1462006.05.26 05:46t/p730.70112.16110.90112.16262.0314216.86
1472006.05.26 10:15buy740.70111.91111.07112.33
1482006.05.26 15:31t/p740.70112.33111.07112.33261.6814478.54
1492006.05.26 15:31sell750.70112.35113.19111.93
1502006.05.30 05:33t/p750.70111.93113.19111.93262.7314741.27
1512006.05.30 13:45sell760.70112.17113.01111.75
1522006.05.30 16:03t/p760.70111.75113.01111.75263.1115004.38
1532006.05.30 18:45buy770.80112.04111.20112.46
1542006.05.31 20:29t/p770.80112.46111.20112.46298.7715303.15
1552006.06.01 02:30sell780.80112.60113.44112.18
1562006.06.02 14:30t/p780.80112.18113.44112.18299.5515602.70
1572006.06.02 14:45buy790.80111.85111.01112.27
1582006.06.05 22:29t/p790.80112.27111.01112.27299.2815901.98
1592006.06.06 09:15buy800.80112.11111.27112.53
1602006.06.06 14:11t/p800.80112.53111.27112.53298.5916200.57
1612006.06.06 14:11sell810.80112.53113.37112.11
1622006.06.06 16:47s/l810.80113.37113.37112.11-592.6915607.88
1632006.06.07 03:15buy820.80113.05112.21113.47
1642006.06.07 08:55t/p820.80113.47112.21113.47296.1115903.99
1652006.06.07 20:30buy830.80113.45112.61113.87
1662006.06.08 09:04t/p830.80113.87112.61113.87295.0716199.06
1672006.06.08 09:04sell840.80113.87114.71113.45
1682006.06.08 14:33s/l840.80114.71114.71113.45-585.7815613.28
1692006.06.08 19:45buy850.80114.14113.30114.56
1702006.06.12 14:06t/p850.80114.56113.30114.56293.2715906.55
1712006.06.12 17:15buy860.80114.33113.49114.75
1722006.06.13 09:07t/p860.80114.75113.49114.75292.7916199.34
1732006.06.13 12:00buy870.80114.43113.59114.85
1742006.06.13 16:06t/p870.80114.85113.59114.85292.5016491.84
1752006.06.14 09:00buy880.80114.99114.15115.41
1762006.06.19 02:47t/p880.80115.41114.15115.41291.1416782.98
1772006.06.19 11:30buy890.80115.65114.81116.07
1782006.06.20 08:47s/l890.80114.81114.81116.07-585.3616197.62
1792006.06.20 20:45buy900.80114.83113.99115.25
1802006.06.22 12:15t/p900.80115.25113.99115.25291.4616489.08
1812006.06.23 00:00buy910.80116.14115.30116.56
1822006.06.23 14:49t/p910.80116.56115.30116.56288.2116777.29
1832006.06.26 08:00sell920.80116.36117.20115.94
1842006.06.27 03:05t/p920.80115.94117.20115.94289.8117067.10
1852006.06.27 08:30sell930.90116.20117.04115.78
1862006.06.29 20:17t/p930.90115.78117.04115.78326.4817393.58
1872006.06.30 04:30buy940.90114.87114.03115.29
1882006.07.05 15:15t/p940.90115.29114.03115.29327.8417721.42
1892006.07.05 23:00sell950.90115.71116.55115.29
1902006.07.06 14:34t/p950.90115.29116.55115.29327.8918049.31
1912006.07.06 14:45buy960.90115.34114.50115.76
1922006.07.07 14:30s/l960.90114.50114.50115.76-660.4317388.88
1932006.07.10 00:00sell970.90113.87114.71113.45
1942006.07.10 11:17t/p970.90113.45114.71113.45333.3317722.21
1952006.07.10 13:15sell980.90113.84114.68113.42
1962006.07.11 15:14s/l980.90114.68114.68113.42-659.2317062.98
1972006.07.11 18:00buy990.90114.15113.31114.57
1982006.07.12 09:56t/p990.90114.57113.31114.57329.9317392.91
1992006.07.12 23:00sell1000.90115.50116.34115.08
2002006.07.13 10:01t/p1000.90115.08116.34115.08328.5017721.41
2012006.07.13 17:30buy1010.90115.36114.52115.78
2022006.07.14 03:21t/p1010.90115.78114.52115.78326.4618047.87
2032006.07.14 03:30sell1020.90115.73116.57115.31
2042006.07.17 09:59s/l1020.90116.57116.57115.31-648.4817399.39
2052006.07.17 22:30sell1030.90117.22118.06116.80
2062006.07.18 08:05t/p1030.90116.80118.06116.80323.6317723.02
2072006.07.18 09:15buy1040.90116.78115.94117.20
2082006.07.18 16:31t/p1040.90117.20115.94117.20322.5318045.55
2092006.07.18 16:31sell1050.90117.20118.04116.78
2102006.07.19 18:58t/p1050.90116.78118.04116.78323.7118369.26
2112006.07.20 00:30sell1060.90116.86117.70116.44
2122006.07.21 09:36t/p1060.90116.44117.70116.44324.6318693.89
2132006.07.21 09:36buy1070.90116.44115.60116.86
2142006.07.24 20:04t/p1070.90116.86115.60116.86323.4419017.33
2152006.07.25 03:30sell1081.00116.83117.67116.41
2162006.07.26 20:20t/p1081.00116.41117.67116.41360.7919378.12
2172006.07.27 03:00sell1091.00116.30117.14115.88
2182006.07.27 10:31t/p1091.00115.88117.14115.88362.4819740.60
2192006.07.27 20:15sell1101.00115.78116.62115.36
2202006.07.28 08:03t/p1101.00115.36116.62115.36364.1120104.71
2212006.07.28 13:00sell1111.00115.67116.51115.25
2222006.07.28 14:30t/p1111.00115.25116.51115.25364.4920469.20
2232006.07.31 02:00buy1121.00114.67113.83115.09
2242006.08.01 15:01t/p1121.00115.09113.83115.09364.8020834.00
2252006.08.01 20:15buy1131.00114.71113.87115.13
2262006.08.03 11:32t/p1131.00115.13113.87115.13364.8121198.81
2272006.08.03 16:30buy1141.10114.91114.07115.33
2282006.08.04 11:13t/p1141.10115.33114.07115.33400.5221599.33
2292006.08.07 02:45buy1151.10114.34113.50114.76
2302006.08.07 09:37t/p1151.10114.76113.50114.76402.5822001.91
2312006.08.07 20:30sell1161.10115.10115.94114.68
2322006.08.08 20:14t/p1161.10114.68115.94114.68403.1422405.05
2332006.08.08 23:00sell1171.10115.29116.13114.87
2342006.08.09 12:45t/p1171.10114.87116.13114.87402.2322807.28
2352006.08.09 17:15sell1181.10115.18116.02114.76
2362006.08.10 11:22t/p1181.10114.76116.02114.76402.5823209.86
2372006.08.10 15:15buy1191.20114.85114.01115.27
2382006.08.10 16:23t/p1191.20115.27114.01115.27437.2423647.10
2392006.08.11 04:15sell1201.20115.47116.31115.05
2402006.08.11 14:31s/l1201.20116.31116.31115.05-866.5722780.53
2412006.08.11 19:00sell1211.10116.23117.07115.81
2422006.08.16 14:31t/p1211.10115.81117.07115.81399.0023179.53
2432006.08.16 22:15sell1221.20115.83116.67115.41
2442006.08.17 09:19t/p1221.20115.41116.67115.41436.7123616.24
2452006.08.17 09:30buy1231.20115.36114.52115.78
2462006.08.17 19:00t/p1231.20115.78114.52115.78435.2324051.47
2472006.08.18 04:00sell1241.20116.03116.87115.61
2482006.08.18 11:42t/p1241.20115.61116.87115.61435.9524487.42
2492006.08.18 11:42buy1251.20115.61114.77116.03
2502006.08.22 00:19t/p1251.20116.03114.77116.03434.3424921.76
2512006.08.22 09:00buy1261.20116.08115.24116.50
2522006.08.22 15:44t/p1261.20116.50115.24116.50432.6225354.38
2532006.08.23 07:45buy1271.30116.37115.53116.79
2542006.08.25 07:31t/p1271.30116.79115.53116.79467.4725821.85
2552006.08.25 07:31sell1281.30116.80117.64116.38
2562006.09.04 06:50t/p1281.30116.38117.64116.38469.1926291.04
2572006.09.04 19:15buy1291.30116.03115.19116.45
2582006.09.06 06:25t/p1291.30116.45115.19116.45468.8726759.91
2592006.09.06 10:15sell1301.30116.34117.18115.92
2602006.09.11 09:03s/l1301.30117.18117.18115.92-931.9025828.01
2612006.09.11 09:03sell1311.30117.17118.01116.75
2622006.09.12 20:03s/l1311.30118.01118.01116.75-924.9524903.06
2632006.09.13 01:00buy1320.40117.81116.97118.23
2642006.09.18 11:14t/p1320.40118.23116.97118.23142.1025045.16
2652006.09.18 11:14sell1331.30118.23119.07117.81
2662006.09.19 09:39t/p1331.30117.81119.07117.81463.6925508.85
2672006.09.19 09:45buy1341.30117.77116.93118.19
2682006.09.21 12:19s/l1341.30116.93116.93118.19-933.9724574.88
2692006.09.21 12:30buy1351.20116.88116.04117.30
2702006.09.27 11:22t/p1351.20117.30116.04117.30429.6325004.51
2712006.09.27 11:22sell1361.30117.31118.15116.89
2722006.09.29 16:01s/l1361.30118.15118.15116.89-924.2524080.26
2732006.09.29 20:30sell1371.20118.08118.92117.66
2742006.10.02 16:34t/p1371.20117.66118.92117.66428.3524508.61
2752006.10.02 22:30buy1381.20117.65116.81118.07
2762006.10.04 00:25t/p1381.20118.07116.81118.07426.8724935.48
2772006.10.04 00:25sell1391.20118.07118.91117.65
2782006.10.05 02:18t/p1391.20117.65118.91117.65428.4325363.91
2792006.10.05 07:30buy1401.30117.59116.75118.01
2802006.10.06 03:20t/p1401.30118.01116.75118.01462.6725826.58
2812006.10.06 11:45sell1411.30117.99118.83117.57
2822006.10.06 15:56s/l1411.30118.83118.83117.57-918.8924907.69
2832006.10.06 21:45sell1421.20119.00119.84118.58
2842006.10.06 22:59close at stop1421.20119.00119.84118.580.0024907.69